Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 6-2019(R)

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
SEGV 6-2019(R) (EUR 292m)HPS Investment PartnersEMEA
Jun 23, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
M-2-UMTW29.000-Su2-OO11.60%-Onajn----2.000%2.000%903.00000
G-PZTC570.000-Pdd-JJJ20.90%-Jssrezyn3sHh--883dMo+88-158.00000
K-1-SFDO26.000-Il2-QQ48.30%-Nxvfpfcx3oMj-155-1601653iDw+165-826.00000
K-1-RZEC9.500-G2-P94.70%-Dlducrim3qFp-215c2353tSe+235-499.00000
X-CIFC10.000-Dpp3-RRR-32.10%-Dvvqcipd3dLk-320e3403lFx+340-313.00000
I-2-RJHC45.000-A2-P13.90%-Lbrwz----2.650%2.650%514.00000
Tranche Comments
G-P: First Pay: 2021-10-20; Redemption: 2023-01-20; K-1-S: First Pay: 2021-10-20; Redemption: 2023-01-20; M-2-U: First Pay: 2021-10-20; Redemption: 2023-01-20; K-1-R: First Pay: 2021-10-20; Redemption: 2023-01-20; I-2-R: First Pay: 2021-10-20; Redemption: 2023-01-20; X-C: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Ouzsevefseq. Uce Rvuu Ruxscvp 1.5
Reinvestment Period (YRS)
6.46
Reinvestment Period End Date
Nov 27, 2019
Reset
Yes
WAL Test Period (YRS)
7.9

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan